The continents of Azeroth, Khaz Modan, and Lordaeron — as part of the larger Eastern Kingdoms continent — would technically be referred to as subcontinents in real world geographical/geological terminology. But the term isn't used in any published Warcraft source.

The Stormreaver clan section in the Warcraft II: Battle.net Edition manual says: "Domain: Stormwind, Azeroth and Balor, Azeroth".[12] This may get a bit confusing, but it tells that the Stormreaver have control over the domain of Stormwind from the continent of Azeroth and Balor of the continent of Azeroth.